I use NordVPN the same way. I stay logged in to avoid switching servers so much.
I do it for privacy and digital self-defense. Also, Im a plus subscriber so who gaf how I login. I'm supporting the service!
When I get this message - Untrusted VPN blah blah blah - even with this method, I ignore it, close the app, wait and reopen it. Works fine.
On records: the TOS/Privacy policy of Sniffies allows you to request a copy of your activity/records. I recommend trying that if necessary. Telemetry/cell tower pings/police stingrays and GPS data are another issue for privacy but I don't know what to do for those yet.
With NordVPN all you have to do is change the server. I don’t believe there’s an actual reason as to why one will work over the other or that one that has worked for weeks now doesn’t.
You might have to refresh a few times but it works and you stay hidden.
Logging in and THEN activating your VPN still pings sniffies those first few clicks. With T-mobile it’s a bit of an ordeal to get those records but it is possible if you don’t use the VPN.
I've compared my account to an anonymous account on another device. It did not show me the same location on both devices. On my main devices, it showed me my exact location but on the "Anonymous" profile, my main device was in the same area, but not close to where I actually was. YMMV.
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I think Sniffies has the location randomizer, but only for paid users. You can get around this by using a mock location app. I use Fake GPS with no issues. I can manually select my location and it randomly jumps around that location at whatever interval I choose.